Autocorrelation, autoregression and autoregressive approximation (Q1050059)

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Autocorrelation, autoregression and autoregressive approximation
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    Autocorrelation, autoregression and autoregressive approximation (English)
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    1982
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    autocorrelation
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    autoregression
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    autoregressive approximation
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    rate of almost sure convergence of autocovariances
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    best linear predictor
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    best predictor
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    martingales
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    law of iterated logarithm
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    strong convergence
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    method of subsequences
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    stationary ergodic process
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    zero mean
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    finite variance
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    linear innovations
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